Ephron collaborated with her sister, Nora Ephron, on a play, Love, Loss, and What I Wore, which ran for over two and a half years Off Broadway. She has been performed in cities across the U.S., as well as in cities around the world including Paris, Rio de Janeiro, Cape Town, Manila, and Sydney.

Ephron dislikes the color blue, or more specifically the "Day-Glo cobalt blue that you see on banks", which she terms "bank blue". Of Citi Bikes, Ephron writes: "for chump change to a billionaire, Mr. [Michael] Bloomberg let Citibank alter the color palette of Manhattan. It has distorted every view."[6][7][8][9]